Suppose that the S&P 500, with a beta of 10, has an expected return of 12% and bills provide a risk free return of 5% o. What would be the expected return and beta of portfolios constructed from these two assets with weights in the S&P 500 of () 0:00 0.25. (10) 0.50; () 0.75 M102 (Leave no cells blank-be certain to enter "o" wherever required. Do not round intermediate calculations. Enter the value of Expected retum as a percentage rounded to 2 decimal places and value of Beta rounded to 2 decimal places.) Expected Return Bota 0 025 (II 0.50 (iv) 0.75 10 % % b. How does expected return vary with beta? (Do not found intermediate calculations.) The expected return for a one unit increase in bita